I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results. : pennystocks


Data I collected:

Using an interactive brokers scanner I collected simple data points on all the tickers up 15% in pre market and had a market cap less than $500m. I collect the date, ticker and pre market volume. Using a scraper and manual entry I collect the free float data for each ticker along with other data points like industry etc. Here is a screenshot of one of my spreadsheets:

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

Screenshot of spreadsheet used to track data

Key Information on the Data:

All the data presented dates from January 2021 to December 2021 and only includes the stocks that were active in the pre market hours. It does not include those stocks that became active after the bell unfortunately . In my data I have some terms some people may not understand so I will briefly explain them.

PM – Pre-Market

Float Rotation – This is ratio of the traded volume to the free float. If the day volume is multiple times the value of the float one can maybe assume that historical resistance and support may not hold etc.

Day Type – Green and Red refer to if the stock closed positive or negative on the day

Green to Red – When the price dips below the open price on the day you can say the stock went green to red which is a bearish indicator. Hold means the price never dipped below open that day.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

This chart shows that low float stocks make up the majority of pre market movers

Data Analyzed by Time:

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

This chart shows the total amount of $ traded each month for 2021

From this chart you can clearly see that the most active months for penny stocks are October, March, January and June trading over $45Bn each. April shows the lowest sum of $ traded at $16Bn.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

This chart shows the sum of $ traded by day in 2021

Digging in deeper to the data you can see Tuesday on average trades the most volume. This may be helpful information if your strategy depends on large volume entering the stock.

Data Analyzed by Float Range:

The float is one of the most important data points in penny stocks and are what make them so volatile. I have organised the data by the size of the float.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

This chart displays the average amount of $ traded in pre market and during regular trading hours for each range of float. $ Traded is calculated with (Volume)*(VWAP)

This chart shows that on average the amount of $ traded during regular trading hours is approximately 10x the pre market $ traded. This data is helpful as you may be able to tell when a stock is exhausted using this information.

For example: Imagine a stock with a 15M float is up 40% and has a current price of $2.50 at 1pm EST. If the (VWAP)*(day volume) is approximately $350M and volume has been fading there is a possibility it will not go up much more as it has reached its daily $ traded for that float range of $397M.

Volume Prediction by Share Volume:

The previous chart allows you to predict when a stock has run dry using $ amounts. A quick and simple way to predict the day volume using share volume is to multiply the pre market volume by X depending on the float of the stock.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

*Sep 20′

Red and Green Day Stats:

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

The data shows the averages of the float rotation, day change, market cap (in Millions) and $ traded for both red and green days. Red – Top , Green – Bottom

Green to Red Stats:

When the stock price falls below the open price it is considered a bearish signal. The next chart shows the average of the % gained from the open to the high, the % day change and the $ traded when the stock goes from green to red. All the data is categorized by float range on the x axis.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

Stock falls below the open price

The next chart shows the same stats for stocks that hold above the open price.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

Stock holds above open price

Most Active Stocks in Pre Market:

The last chart displays the sum of tickers for each float and market cap range from the data collected in pre market. The chart clearly shows that stocks with a float from 1-50M and market cap of 1-50M are the most active stocks.

r/pennystocks - 2021 In Review: I Have Collected Data On All Penny Stocks That Were +15% In Pre-Market. Here Are The Results.

I hope some people found this helpful. I am not the best at making these long posts but I did my best. I would love some feedback.



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